mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 13,674 13,656 -18 -0.1% 13,521
High 13,698 13,725 27 0.2% 13,725
Low 13,600 13,628 28 0.2% 13,510
Close 13,650 13,708 58 0.4% 13,708
Range 98 97 -1 -1.0% 215
ATR 136 133 -3 -2.1% 0
Volume 52,140 94,744 42,604 81.7% 435,132
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,978 13,940 13,761
R3 13,881 13,843 13,735
R2 13,784 13,784 13,726
R1 13,746 13,746 13,717 13,765
PP 13,687 13,687 13,687 13,697
S1 13,649 13,649 13,699 13,668
S2 13,590 13,590 13,690
S3 13,493 13,552 13,681
S4 13,396 13,455 13,655
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,293 14,215 13,826
R3 14,078 14,000 13,767
R2 13,863 13,863 13,748
R1 13,785 13,785 13,728 13,824
PP 13,648 13,648 13,648 13,667
S1 13,570 13,570 13,688 13,609
S2 13,433 13,433 13,669
S3 13,218 13,355 13,649
S4 13,003 13,140 13,590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,725 13,402 323 2.4% 118 0.9% 95% True False 115,129
10 13,725 13,351 374 2.7% 142 1.0% 95% True False 158,096
20 13,813 13,315 498 3.6% 149 1.1% 79% False False 152,172
40 13,826 13,315 511 3.7% 130 0.9% 77% False False 76,622
60 13,826 12,694 1,132 8.3% 110 0.8% 90% False False 51,096
80 13,826 12,320 1,506 11.0% 91 0.7% 92% False False 38,324
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,137
2.618 13,979
1.618 13,882
1.000 13,822
0.618 13,785
HIGH 13,725
0.618 13,688
0.500 13,677
0.382 13,665
LOW 13,628
0.618 13,568
1.000 13,531
1.618 13,471
2.618 13,374
4.250 13,216
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 13,698 13,693
PP 13,687 13,678
S1 13,677 13,663

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols